Leonid Faybusovich
Abstract
We construct a class of path-following algorithms for solving semidefinite problems with linear–quadratic functionals. Complexity estimates similar to the best known for the case of the standard convex quadratic programming problem are obtained. Complete proofs of all results are included.
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We construct a class of path-following algorithms for solving semidefinite problems with linear–quadratic functionals. Complexity estimates similar to the best known for the case of the standard convex quadratic programming problem are obtained. Complete proofs of all results are included.
Key concepts: Semidefinite programming, Mathematics, Quadratically constrained quadratic program, Semidefinite embedding, Quadratic programming, Mathematical proof, Second-order cone programming, Path (computing)